Last Update: 24 Nov 2020 21:15 GMT+0

The Egypt 10Y Government Bond has a 14.824% yield.

10 Years vs 2 Years bond spread is 54.3 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 8.25% (last modification in November 2020).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 95.8 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 36.9 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 54.3 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 8.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 439.25 -1.39 % +2.39 % +54.01 % 7.32 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 13.734% -6.6 bp +80.7 bp
6 months 13.595% -21.0 bp +84.2 bp
9 months 13.405% -9.8 bp +80.2 bp
1 year 13.323% -19.1 bp +80.6 bp 88.24 +0.17 % -0.72 %
2 years 14.281% -12.7 bp +122.5 bp 76.57 +0.22 % -2.13 %
3 years 14.411% -20.2 bp +88.1 bp 66.77 +0.53 % -2.30 %
5 years 14.650% -2.7 bp +80.5 bp 50.48 +0.12 % -3.46 %
7 years 14.738% -9.1 bp +67.9 bp 38.20 +0.55 % -4.07 %
10 years 14.824% -12.1 bp +46.6 bp 25.10 +1.05 % -3.98 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 14.824% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1538.5 bp -13.8 +53.4
France 10Y 1515.3 bp -9.8 +75.9
Japan 10Y 1480.4 bp -10.4 +43.5
Spain 10Y 1475.0 bp -0.3 +108.8
United Kingdom 10Y 1449.8 bp -17.8 +31.0
Italy 10Y 1425.2 bp +6.4 +148.9
Canada 10Y 1410.9 bp -19.4 +25.6
United States 10Y 1394.2 bp -16.2 +24.1
Australia 10Y 1389.5 bp -21.4 +41.1
China 10Y 1149.4 bp -24.9 -25.5
Russia 10Y 902.4 bp +5.9 +13.6
India 10Y 894.4 bp -15.7 +54.7
Brazil 10Y 711.8 bp -28.0 +11.3

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 14.824% 25.10 30.15 40.26 50.36 60.47 70.57
7 years 14.738% 38.20 42.39 50.78 59.17 67.55 75.94
5 years 14.650% 50.48 53.86 60.62 67.38 74.14 80.90
3 years 14.411% 66.77 69.08 73.69 78.30 82.91 87.52
2 years 14.281% 76.57 78.21 81.49 84.77 88.05 91.34
1 year 13.323% 88.24 89.13 90.89 92.66 94.42 96.19
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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